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GPOR vs. SSO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GPOR and SSO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GPOR vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gulfport Energy Corporation (GPOR) and ProShares Ultra S&P 500 (SSO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.45%
11.80%
GPOR
SSO

Key characteristics

Sharpe Ratio

GPOR:

0.85

SSO:

1.80

Sortino Ratio

GPOR:

1.44

SSO:

2.31

Omega Ratio

GPOR:

1.17

SSO:

1.32

Calmar Ratio

GPOR:

1.34

SSO:

2.70

Martin Ratio

GPOR:

3.12

SSO:

11.23

Ulcer Index

GPOR:

8.06%

SSO:

4.01%

Daily Std Dev

GPOR:

29.59%

SSO:

24.94%

Max Drawdown

GPOR:

-43.22%

SSO:

-84.67%

Current Drawdown

GPOR:

-7.54%

SSO:

-7.06%

Returns By Period

In the year-to-date period, GPOR achieves a 25.05% return, which is significantly lower than SSO's 43.39% return.


GPOR

YTD

25.05%

1M

0.07%

6M

9.45%

1Y

26.97%

5Y*

N/A

10Y*

N/A

SSO

YTD

43.39%

1M

-1.09%

6M

11.15%

1Y

43.32%

5Y*

20.34%

10Y*

19.66%

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Risk-Adjusted Performance

GPOR vs. SSO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gulfport Energy Corporation (GPOR) and ProShares Ultra S&P 500 (SSO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for GPOR, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.851.74
The chart of Sortino ratio for GPOR, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.442.25
The chart of Omega ratio for GPOR, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.31
The chart of Calmar ratio for GPOR, currently valued at 1.34, compared to the broader market0.002.004.006.001.342.59
The chart of Martin ratio for GPOR, currently valued at 3.12, compared to the broader market0.0010.0020.003.1210.75
GPOR
SSO

The current GPOR Sharpe Ratio is 0.85, which is lower than the SSO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of GPOR and SSO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.85
1.74
GPOR
SSO

Dividends

GPOR vs. SSO - Dividend Comparison

GPOR has not paid dividends to shareholders, while SSO's dividend yield for the trailing twelve months is around 0.71%.


TTM20232022202120202019201820172016201520142013
GPOR
Gulfport Energy Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSO
ProShares Ultra S&P 500
0.59%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%0.32%0.26%

Drawdowns

GPOR vs. SSO - Drawdown Comparison

The maximum GPOR drawdown since its inception was -43.22%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for GPOR and SSO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.54%
-7.06%
GPOR
SSO

Volatility

GPOR vs. SSO - Volatility Comparison

Gulfport Energy Corporation (GPOR) has a higher volatility of 9.39% compared to ProShares Ultra S&P 500 (SSO) at 7.10%. This indicates that GPOR's price experiences larger fluctuations and is considered to be riskier than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.39%
7.10%
GPOR
SSO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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